To show that they can
By 
This thread from the great political theorist Bonnie Honig makes an important point:
/2 It is the same reason they used the White House for a campaign event which is illegal and then broadcast their illegality- it was the point. He announced it: “it’s not a House, it’s a home,” he said, meaning: it is not our House anymore, it is his home.— Bonnie Honig (@bonnie_honig) August 29, 2020
/4 But we are! To protest impunity is of a piece with the outrage at the virus, because the opposite of impunity is accountability. Accountability is what protesters sought at the White House RNC Event but no Hatch Act offender was arrested.— Bonnie Honig (@bonnie_honig) August 29, 2020
/6 Chauvin has been arrested and charged though. Protests and elections make things happen: “The people want their House (back)”. https://t.co/4nS255AVJX— Bonnie Honig (@bonnie_honig) August 29, 2020
/8 PS master trolling by Leonard Cohen estate: reportedly refused use of Hallelujah (and RNC used it anyway because that IS the point) but also said they'd allow a different song, for which Cohen won an posthumous award. This song, You Want it Darkerhttps://t.co/4KZZw4Us8L— Bonnie Honig (@bonnie_honig) August 29, 2020
There are many even better examples of this — most obviously, violently attacking the Lafayette Park protestors for his photo-op before the curfew had even ended — but going out of your way to show that you’re above the law is central to the authoritarian mindset, and is also crucial to the “law and order” mentality as it functions in practice. (It’s no accident that Richard Nixon was a master of the trope.)
“Conservatism consists of exactly one proposition …There must be in-groups whom the law protects but does not bind, alongside out-groups whom the law binds but does not protect.” — Frank Wilhoit. Compare Trump complaining about FBI to his celebration of ICE— Jeet Heer (@HeerJeet) April 10, 2018